My question is following one: I do not know how to calculate average
marginal effects (AME) for categorical variables with more than two
categories?
In my ordered logit model, I have a dependent variable with 4
categories and 5 categorical explanatory variables, 3 of them with
more than two categories. I tried to implement the method of Tamás
Bartus which is decribed in his article "Estimation of marginal
effects using margeff" (2005). His suggestion is to use the following
command:
Margeff, dummies (B *)
where D are all dummies for which you want to calculate the marginal effects.
The problem is that by trying to do this I got the following error:
"[_cut1] not found" r(111)